About This Award

Sponsor
Infopro Digital, the publisher of Risk Magazine and Risk.net, is a leading player in business-to-business information and services. It offers multimedia products and solutions such as analysis and insight, events, and training.

 

 

How Winners Are Chosen
The Risk Technology Awards focus on market risk, trading, and investment risk technology. The award winners are decided by a panel of judges selected by the editors of Risk.net.

 

 

 

Learn More About This Award
Article

"The expected credit loss and impairment calculation and analysis required by IFRS 9 present a number of challenges in terms of having the right parameters (default, recovery, market scenarios and forecasts), models (corporate, retail and commercial real estate) and platform."...

Press Release

“It is particularly gratifying that these awards recognize both our longstanding capabilities, like credit data and modeling, and newer offerings like pensions ALM and IFRS 9 accounting.”...

Judges' Comments
"Moody's Analytics IFRS 9 enterprise solution is an excellent product and methodology combined with support and expertise."
About Scenario Studio
U.S. Macro Forecast Modeling Platform
About Scenario Studio
Designed with rigorous forecast governance at the core, Moody’s Analytics Scenario Studio enables you to produce custom scenarios in a multi-user environment with process controls that provide complete oversight. Scenarios can be created for 60+ countries and 10 regional aggregates by adjusting 10,000+ detailed economic and financial time series to match your assumptions.
About ImpairmentCalc™
ImpairmentCalc
About ImpairmentCalc™
The ImpairmentCalc software provides expected credit loss impairment calculations by taking user-defined asset classifications, credit risk measures, and IFRS 9 and CECL guidance to produce loss allowance. It converts internal rating or through-the-cycle probability of default (PD) to a compliant point-in-time PD term structure.
About RiskConfidence™ Impairment Suite

RiskConfidence

About RiskConfidence™ Impairment Suite

RiskConfidence Impairment software is a strategic platform that enables the end-to-end orchestration and automation of expected credit loss (ECL) calculations. The solution facilitates data management, model automation, and impairment calculation and reporting, empowering your organization with transparency, control, auditability, traceability, and repeatability.

Cris deRitis, Deputy Chief Economist, Moody’s Analytics, Says:

“The implementation of IFRS 9 and CECL [Current Expected Credit Loss] means financial institutions must now measure and report on the future performance of their portfolios and business. How each institution generates and measures their expected credit losses is unique. As the pandemic reminds us, what those measurements look like can quickly change quite a bit. Our modular and flexible solutions – comprising data, forecasts, economic scenarios, models and portfolio management platforms – enable clients to apply the new standards while also strengthening their risk management processes. As these awards highlight, whatever a firm’s specific requirements, and no matter the financial environment they’re navigating, Moody’s Analytics can help.”